Northern Lights Fund Trust IV - Inspire Fidelis Multi Factor ESG ETF

10-Year Study

FDLS.US · · US · ETF

Executive Summary: Northern Lights Fund Trust IV - Inspire Fidelis Multi Factor ESG ETF has compounded at 17.5% annually over the last 10 years, with a maximum drawdown of 13.6% and an annualized volatility of 16.5%.

1Y CAGR
+35.9%
3Y CAGR
+21.2%
5Y CAGR
+17.5%
10Y CAGR
+17.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +22.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 7.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.94.7-5.87.5————————11.1%
20254.9-3.0-5.9-1.58.95.40.46.63.0-0.73.7-0.322.5%
2024-2.13.33.4-5.04.9-2.86.00.30.3-1.19.8-8.47.4%
20237.20.1-4.3-3.51.510.84.5-2.3-4.4-6.29.18.520.7%
2022————————-8.412.75.2-5.92.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 53.1% of variance. Idiosyncratic stock-specific factors contribute 3.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-08-0110000
2022-09-019163.098517286207
2022-10-0110329.724275233862
2022-11-0110868.355742220525
2022-12-0110232.179707457206
2023-01-0110964.900319088008
2023-02-0110971.17298933646
2023-03-0110503.768147562296
2023-04-0110134.771502077256
2023-05-0110285.451950436815
2023-06-0111399.941818710739
2023-07-0111917.84620139817
2023-08-0111643.62142162344
2023-09-0111132.126071581168
2023-10-0110438.3596512759
2023-11-0111383.260152180434
2023-12-0112350.06954482232
2024-01-0112091.16280761084
2024-02-0112484.341051444988
2024-03-0112907.473568422105
2024-04-0112266.115762583979
2024-05-0112865.701220897992
2024-06-0112511.886255579495
2024-07-0113257.015845310498
2024-08-0113299.742729611547
2024-09-0113336.287851928619
2024-10-0113183.607421750712
2024-11-0114475.23204334506
2024-12-0113264.924864319417
2025-01-0113916.555304042693
2025-02-0113492.377342024161
2025-03-0112698.839101462714
2025-04-0112508.477195661859
2025-05-0113623.512513522604
2025-06-0114365.50576812938
2025-07-0114425.277952018618
2025-08-0115374.678412014435
2025-09-0115830.674266597578
2025-10-0115719.12982609249
2025-11-0116298.488195561858
2025-12-0116245.30686084672
2026-01-0117036.20876173853
2026-02-0117831.656075853854
2026-03-0116790.756447668657
2026-04-0118045.290497359118
Annual Return Matrix
YearAnnual Return
20230.20698325263204653
20240.07407693666637227
20250.22468140807522174
20260.11080022383883614
Total Factor Risk
0.16527850132608538
VTI.US Exposure
0.27204801949606705
VEA.US Exposure
0.10731225572969927
VWO.US Exposure
-0.007281677174446198
QQQ.US Exposure
-0.017069161555028738
VTV.US Exposure
0.06797470825921366
IJR.US Exposure
0.530752524580914
QUAL.US Exposure
-0.08672750328423394
SHV.US Exposure
0.15441765906383048
TLT.US Exposure
0.028965282624611653
LQD.US Exposure
-0.020821015519088375
HYG.US Exposure
0.010497512849043624
GLD.US Exposure
0.02382806939497491
USO.US Exposure
-0.00027242974304977284
VNQ.US Exposure
-0.05665963059201976
BTC-USD.CC Exposure
-0.01484206578332477
CPER.US Exposure
-0.032715599551794684
VIX.INDX Exposure
0.024821084669978757
UUP.US Exposure
-0.012607369250577578
TIP.US Exposure
-0.008833810799925387
Idiosyncratic Exposure
0.03721314658515578
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.78%
Market Cap$3.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$42
Avg Yield on Cost
0.42%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$41.770.42%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Northern Lights Fund Trust IV - Inspire Fidelis Multi Factor ESG ETF a high-risk investment?

Northern Lights Fund Trust IV - Inspire Fidelis Multi Factor ESG ETF (FDLS.US) has an annualized volatility of 16.5% and experienced a maximum drawdown of 13.6% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of FDLS.US?

Over the past 10 years, FDLS.US has generated a Compound Annual Growth Rate (CAGR) of 17.5%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Northern Lights Fund Trust IV - Inspire Fidelis Multi Factor ESG ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest